After controlling for hidden factors, crypto returns in 2023–2024 are priced by crypto market and size factors plus software-industry, stock-market, profitability, and Fear & Greed factors.
Risk, Return, and Equilibrium: Empirical Tests
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Crypto Pricing with Hidden Factors
After controlling for hidden factors, crypto returns in 2023–2024 are priced by crypto market and size factors plus software-industry, stock-market, profitability, and Fear & Greed factors.